+1,031.4%
ACN vs HBM
+462.4%
+569.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -5.7% | +5.1% | -10.8% | -6.4% |
| 30D | +17.0% | -15.8% | +32.8% | +19.0% |
| 3M | +39.9% | -22.4% | +62.3% | +43.1% |
| 6M | +50.2% | -20.2% | +70.4% | +51.5% |
| YTD | -4.2% | +9.0% | -13.2% | -8.7% |
| 1Y | +4.3% | +27.4% | -23.1% | -2.9% |
| 3Y | -17.1% | +424.2% | -441.3% | -38.6% |
| 5Y | -26.5% | +196.1% | -222.6% | -43.2% |
| 10Y | +147.7% | +285.4% | -137.7% | +63.2% |
| All | +1,031.4% | +462.4% | +569.0% | +552.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling